The following pages link to Renate Winkler (Q878205):
Displaying 27 items.
- Local error estimates for moderately smooth problems. I: ODEs and DAEs (Q878206) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- How Floquet theory applies to index-1 differential algebraic equations (Q1378630) (← links)
- Stability of periodic solutions of index-2 differential algebraic systems (Q1874609) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- On Two-step Schemes for SDEs with Small Noise (Q2954561) (← links)
- Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (Q2998009) (← links)
- (Q3154796) (← links)
- (Q3341806) (← links)
- Modelling and simulation of transient noise in circuit simulation (Q3592331) (← links)
- (Q3618953) (← links)
- (Q3690137) (← links)
- (Q3757315) (← links)
- Pathfollowing Algorithm for Singular Boundary Value Problems (Q3817533) (← links)
- (Q3968414) (← links)
- (Q4459791) (← links)
- (Q5185939) (← links)
- (Q5185940) (← links)
- (Q5185941) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- Adaptive Methods for Transient Noise Analysis (Q5432176) (← links)
- Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise (Q5470438) (← links)
- Multistep methods for SDEs and their application to problems with small noise (Q5470980) (← links)
- Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987) (← links)
- Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5967100) (← links)
- Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
